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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009767006
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009724346
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Forecasting macroeconomic variables using collapsed dynamic factor analysis
Brauning, Falk; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722660
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Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie; Koopman, Siem Jan - 2002
Persistent link: https://www.econbiz.de/10001689297
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Inflation, forecast intervals and long memory regression models
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 2001
Persistent link: https://www.econbiz.de/10001569637
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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
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Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
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Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad; Solarin Sakiru Adebola; Hammoudeh, … - In: Energy economics 68 (2017), pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
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Impacts of the US dollar (USD) exchange rate on economic growth and the environment in the United States
Lee, Jaeseok; Yue, Chengyan - In: Energy economics 64 (2017), pp. 170-176
Persistent link: https://www.econbiz.de/10011758119